Only as part of the overall iPhone backup. They can't be accessess separately; they would only be available if you restore you phone to the backup, including all the other data and settings contained in the backup. If you want to save your message conversations separately, you'll either have to take screenshots and email them to yourself, or use 3rd party software such as Touch Copy (pc or mac) or PhoneView mac).

Those settings only reflect the things you have the option not to include in the backup, not everthing that is backed up. This article explains what is backed up: http://support.apple.com/kb/HT4859. You will not that is says, in part:

You're welcome. Whenever you change devices, back up your old one and when setting up your new one restore it to the backup of your old one, as explained here: http://support.apple.com/kb/HT2109. This will transfer the data and settings from your old phone to your new one, including text messages. You will also have to set up your existing iCloud account on your new phone to sync your iCloud data such as contacts and calendars to your new phone.

one more question regarding backup! if i restore a backup to a new device and then erase the old device and use the same Apple ID on that device will it still pull from the other device (the new one) automatically or only if I want to restore from that backup.

one more question regarding backup! if i restore a backup to a new device and then erase the old device and use the same Apple ID on that device will it still pull from the other device (the new one) automatically or only if I want to restore from that backup.

If you only signed into your existing iCloud account, you would only receive the iCloud data in your account, which would not include photos in your camera roll, text messages, apps and app data, etc. To transfer this data to a new device, you need to restore it to the backup of your old device, as explained here: http://support.apple.com/kb/ht2109.

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